Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...
SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...
An intermediate level course in the analytical and numerical study of ordinary differential equations, with an emphasis on their applications to the real world. Exact solution methods for ordinary ...
Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
Efficient Solution of Nonlinear Ordinary Differential Equations Expressed in S-System Canonical Form
SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...
Solution methods for ordinary differential equations, including exact, numerical, and qualitative methods. Applications and modeling principles; solution techniques. Covers topics at a deeper level.
In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency ...
The GATE syllabus for Mathematics (MA) 2026 consists the questions from topics like Calculus, Linear Algebra, Real Analysis, Complex Analysis, Differential Equations, Algebra, Functional Analysis, etc ...
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